-56.5%
FISV vs AR
+140.6%
-197.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | -1.6% | -1.8% | +0.3% | -1.3% |
| 30D | -3.0% | +12.6% | -15.5% | -4.7% |
| 3M | -3.5% | +10.0% | -13.6% | -5.1% |
| 6M | -19.4% | +0.6% | -20.0% | -19.8% |
| YTD | -24.3% | +13.4% | -37.7% | -26.2% |
| 1Y | -62.4% | +21.7% | -84.1% | -63.8% |
| 3Y | -58.2% | +45.8% | -104.0% | -61.5% |
| 5Y | -56.5% | +144.3% | -200.8% | -62.8% |
| All | -56.5% | +140.6% | -197.2% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling